+327.2%
IWM vs DAL
+359.0%
-31.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.3% | -0.2% | -3.4% |
| 7D | -4.6% | +4.6% | -9.1% | -5.8% |
| 30D | -3.7% | +2.3% | -6.0% | -4.4% |
| 3M | -9.4% | -8.1% | -1.3% | -7.5% |
| 6M | -3.6% | +21.4% | -25.0% | -9.2% |
| YTD | +10.8% | +24.3% | -13.5% | +3.2% |
| 1Y | +11.9% | +47.4% | -35.5% | -0.7% |
| 3Y | +60.6% | +164.6% | -104.1% | +18.0% |
| 5Y | +19.2% | +100.2% | -81.0% | -7.6% |
| 10Y | +165.3% | +124.9% | +40.5% | +86.9% |
| All | +327.2% | +359.0% | -31.8% | +91.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DAL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling